Backtesting Trading Indicator on crypto assets

Back-testing of trading indicator (will be made available) for crypto assets.

Assets to be tested on:

- Top 20 cryptos 2021 (year to date)
- 10 cryptos from 100-200 on coingecko for each year since 2015-2021
- 10 cryptos from 200-300 on coingecko for each year since 2015-2021

Buy in:
- green dot, daily timeframe
- buy in at 60% of candle body above green dot (limit buy order to be placed consecutive day after green dot)

Sell:
- red dot, daily timeframe
- sell at 40% of candle body below red dot (limit sell order to be placed consecutive day after red dot)

Volatility over the years and months:
- Output: time series per asset that lists all trades with date (dd/mm/yyyy) and % as well as absolute number
- avg. return p.a. on bear market (timeframe to be defined for bear market) in % and absolute
- avg. return p.a. on bull market (timeframe to be defined for bull market) in % and absolute
- avg. return per month from as early as possible till now in % and absolute
- avg. return on trade (buy to sell) in % and absolute
-

Improvement:
- considerations to improve indicator based on data
- stop loss considerations based on support lines
- Take profit targets (based on fib levels)